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10/3/24 8:18 AM

Rate Indications

To take down an advance, login to eBanking or contact the Member Transaction Desk :

855-345-2244, Option 1

Today's Headlines

Market Rates

Advance Discount Specials (until December 31, 2024): 5 bps discount on qualifying fixed rate fixed term advances, callable fixed rate, and amortizers. Visit our Solutions page on fhlbc.com for Terms and Conditions.

Early bird discounts, all before 10:00 a.m.: (1) Available on A120 (<= 27 days) advances, additional volume discounts may be available; (2) 1-month (no minimum at 4.97%) and 3-month (no minimum at 4.76%) A121 advances. To execute, please call the Member Transaction Desk before 10:00 a.m.

Term

Treasury

Swaps

Fixed Rate Advances

2 years

3.68%

3.47%

3.79%

5 years

3.59%

3.28%

3.73%

7 years

3.68%

3.30%

3.99%

10 years

3.82%

3.35%

4.24%

FHLBC Deposit Rates^

DID (yesterday)

4.681%

^Call for term deposit rates.

Fixed Rate Advances

Fixed Rate Callable Advances (Member-Owned Embedded Option)

Term

Community Advances

Regular Advances

All-in After Dividend*

Forward-Starting

Term

Lockout

Bermudan

All-in After Dividend*

Option Cost

1 week

4.95%

4.78%

Advances settle one year forward from today and then have stated term to maturity

2 years

6 months

4.71%

4.54%

0.92%

2 weeks

4.95%

4.78%

2 years

1 year

4.30%

4.13%

0.51%

3 weeks

4.97%

4.80%

3 years

6 months

4.84%

4.67%

1.13%

1 month

4.89%

4.99%

4.82%

3 years

1 year

4.39%

4.22%

0.67%

3 months

4.68%

4.78%

4.61%

5 years

6 months

5.03%

4.86%

1.30%

6 months

4.41%

4.51%

4.34%

5 years

1 year

4.56%

4.39%

0.83%

9 months

4.21%

4.31%

4.14%

5 years

2 year

4.17%

4.00%

0.44%

1 year

4.00%

4.10%

3.93%

3.45%

7 years

1 year

4.99%

4.82%

1.00%

1.5 years

3.80%

3.90%

3.73%

3.47%

7 years

2 years

4.50%

4.33%

0.51%

2 years

3.69%

3.79%

3.62%

3.50%

10 years

2 years

4.82%

4.65%

0.59%

2.5 years

3.63%

3.74%

3.57%

3.55%

10 years

3 years

4.71%

4.54%

0.47%

3 years

3.62%

3.72%

3.55%

3.59%

10 years

5 years

4.52%

4.35%

0.29%

3.5 years

3.62%

3.72%

3.55%

3.60%

15 years

5 years

4.70%

4.53%

0.22%

4 years

3.64%

3.74%

3.57%

3.61%

Fixed Rate Putable Advances (Bank-Owned Embedded Option)

4.5 years

3.63%

3.73%

3.56%

3.72%

Term

Lockout

European

All-in After Dividend*

Option Value

5 years

3.63%

3.73%

3.56%

3.82%

3 years

6 months

3.42%

3.25%

-1.09%

6 years

3.79%

3.89%

3.72%

3.95%

5 years

6 months

3.26%

3.09%

-1.25%

7 years

3.89%

3.99%

3.82%

4.11%

7 years

6 months

3.22%

3.05%

-1.28%

10 years

4.13%

4.24%

4.07%

4.29%

10 years

6 months

3.22%

3.05%

-1.29%

15 years

Call for availability

4.48%

4.31%

3 years

1 year

3.42%

3.25%

-0.68%

20 years

4.80%

4.63%

5 years

1 year

3.24%

3.07%

-0.86%

30 years

4.88%

4.71%

7 years

1 year

3.18%

3.01%

-0.92%

10 years

1 year

3.17%

3.00%

-0.93%

5 years

2 years

3.31%

3.14%

-0.49%

Fixed Rate Amortizing Advances

7 years

2 years

3.21%

3.04%

-0.58%

Amortization Term

10 years

2 years

3.13%

2.96%

-0.66%

Term

5 years

7 years

10 years

15 years

7 years

3 years

3.30%

3.13%

-0.42%

5 years

3.98%

3.82%

3.81%

10 years

5 years

3.56%

3.39%

-0.17%

7 years

n/a

3.90%

3.98%

4.02%

Term

Lockout

Bermudan

All-in After Dividend*

Option Value

10 years

n/a

4.08%

4.20%

5 years

6 months

2.97%

2.80%

-1.54%

Term

15 years

20 years

25 years

30 years

7 years

6 months

2.79%

2.62%

-1.71%

15 years

4.30%

4.42%

4.47%

4.49%

10 years

3 months

2.58%

2.41%

-2.20%

20 years

n/a

4.53%

4.68%

4.74%

7 years

1.24%

0.02%

1.26%

0.32%

30 years

n/a

4.80%

10 years

1.55%

0.02%

1.58%

0.32%

Floating Rate Advances

Discount Note Floater Advances

SOFR Index Floater Advances

Non-Prepayable

Prepayable (on reset dates)^

Index / Rate Indic.

Term

Prior Index

Spread

Prior Day Rate

Term**

Spread to 4WK

Spread to 13WK

Spread to 4WK

Spread to 13WK

SOFR

3 Months

4.92%

0.16%

5.21%

3 months

0.23%

n/a

0.26%

n/a

SOFR

6 Months

4.92%

0.17%

5.22%

6 months

0.29%

0.23%

0.36%

0.30%

SOFR

9 Months

4.92%

0.20%

5.25%

1 year

0.34%

0.32%

0.43%

0.41%

SOFR

1 Year

4.92%

0.22%

5.27%

2 years

0.47%

0.44%

0.49%

0.46%

SOFR

18 Months

4.92%

0.27%

5.32%

3 years

0.53%

0.50%

0.55%

0.52%

SOFR

2 Years

4.92%

0.29%

5.34%

4 years

0.59%

0.56%

0.61%

0.58%

SOFR

3 Years

4.92%

0.42%

5.47%

5 years

0.59%

0.56%

0.61%

0.58%

SOFR

4 Years

4.92%

0.49%

5.54%

Prior Index

4 week

4.767%

13 week

4.553%

SOFR

5 Years

4.92%

0.50%

5.54%

^Prepayable at par with 1 day notice. **Please call for terms between 5 years and 10 years, or for 26 week index.

SOFR

6 Years

4.92%

0.65%

5.70%

Overnight Discount Note Floater**

SOFR

7 Years

4.92%

0.75%

5.80%

Term^

Prior Index

Spread

Prior Day Rate

SOFR

8 Years

4.92%

0.87%

5.92%

<= 3 Months

4.766%

0.310%

5.076%

SOFR

9 Years

4.92%

0.91%

5.95%

^Prepayable same day before 3:00PM. **Please call for additional terms not listed above.

SOFR

10 Years

4.92%

0.94%

5.98%

Overnight Advances

Term

Minimum

Today

Prior Day

1 Day

No minimum

4.95%

Open Line (Daily Rate Set)#

No minimum

5.21%

#Rate set at and available until 3:00 pm; Late Day Advances may be available until 4:30 pm by calling 855-345-2244, Option 1.